| Metric | 4048589:btcusd:double_slow_high_gx:lsma195_85 | 4048589:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 109.57% | 55.59% |
| Max Drawdown | -17.12% | -66.89% |
| Sharpe | 1.43 | 0.63 |
| Sortino | 2.57 | 0.95 |
| Payoff Ratio | 1.46 | 1.79 |
| Profit Factor | 1.53 | 1.1 |
| Common Sense Ratio | 2.51 | 1.15 |
| CPC Index | 1.07 | 1.01 |
| Tail Ratio | 1.65 | 1.04 |
| Outlier Win Ratio | 21.82 | 3.66 |
| Outlier Loss Ratio | 4.37 | 2.86 |
| Volatility (ann.) | 25.28% | 56.02% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.29 | 0.33 |
| Skew | 1.87 | 0.31 |
| Kurtosis | 21.11 | 3.73 |
| Expected Daily % | 0.09% | 0.05% |
| Expected Monthly % | 2.68% | 1.59% |
| Expected Yearly % | 27.97% | 15.87% |
| Kelly Criterion | 12.41% | 24.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.08% | -4.73% |
| Expected Shortfall (cVaR) | -2.08% | -4.73% |
| Year | 4048589:BTCUSD | 4048589:btcusd:double_slow_high_gx:lsma195_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.89 | -0.55 | 0.01 | + |
| 2023 | 154.85 | 41.08 | 0.27 | - |
| 2024 | 48.51 | 49.36 | 1.02 | + |
| Metric | 4048589:btcusd:double_slow_high_gx:lsma195_85 | 4048589:BTCUSD |
|---|---|---|
| MTD | 2.85% | -1.06% |
| 3M | 37.74% | 29.84% |
| 6M | 40.75% | 68.77% |
| YTD | 49.36% | 48.51% |
| 1Y | 59.13% | 133.4% |
| 3Y (ann.) | 39.28% | 21.89% |
| 5Y (ann.) | 39.28% | 21.89% |
| Metric | 4048589:btcusd:double_slow_high_gx:lsma195_85 | 4048589:BTCUSD |
|---|---|---|
| Max Drawdown | -17.12% | -66.89% |
| Longest DD Days | 227.0 | 683.0 |
| Avg. Drawdown | -3.27% | -11.39% |
| Avg. Drawdown Days | 35.0 | 72.0 |
| Recovery Factor | 6.4 | 0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2023-01-14 | -17.12 | 227 |
| 2023-05-30 | 2023-10-24 | -11.78 | 147 |
| 2023-12-10 | 2024-02-11 | -7.90 | 63 |
| 2022-03-30 | 2022-05-30 | -5.55 | 61 |
| 2023-01-19 | 2023-01-21 | -3.66 | 2 |
| 2023-03-25 | 2023-05-29 | -2.59 | 65 |
| 2023-03-23 | 2023-03-24 | -2.28 | 1 |
| 2022-03-22 | 2022-03-24 | -2.05 | 2 |
| 2024-03-01 | 2024-03-04 | -1.96 | 3 |
| 2023-03-19 | 2023-03-21 | -1.85 | 2 |
| Metric | 4048589:btcusd:double_slow_high_gx:lsma195_85 | 4048589:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.46% | -14.67% |
| Best Week | 14.62% | 28.96% |
| Worst Week | -11.33% | -30.92% |
| Best Month | 33.12% | 45.57% |
| Worst Month | -12.23% | -36.86% |
| Best Year | 49.36% | 154.85% |
| Worst Year | -0.55% | -58.89% |
| Avg. Up Day | 2.13% | 2.55% |
| Avg. Down Day | -1.46% | -1.43% |
| Avg. Up Week | 5.32% | 7.5% |
| Avg. Down Week | -3.79% | -3.26% |
| Avg. Up Month | 12.5% | 22.55% |
| Avg. Down Month | -3.47% | -12.1% |
| Win Days % | 48.07% | 51.41% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 56.36% | 52.94% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |